Deletion in Limited Level2 MBP data model (MP domain)

Hello, we are using RFA 8.1 C++ api to consume depth data using LL2 MBP (MP domain). I would like to understand how level delete update is published? Is there any document that explains this? The special case is when last level of depth book is deleted, how that is conveyed? Let's say there are 5 Levels on each side and 5th BID level is deleted. How this is published?

Also one more question, does this domain send Clear Cache message? Where I can read about what are different messages (Update, Refresh, Summary .. etc) and different flags are published over LL2 MBP domain?

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Accepted answers

Jirapongse

@mktdata

Thanks for reaching out to us.

RFA 8.1 C++ supports both the Market Price and Market By Price domain models.

The payload of the Market Price domain model is FieldList while the payload of the Market By Price domain model is Map. A Map support actions (Add and Delete) in its entries so you can use the delete action to delete a map entry. However, a FieldList doesn't support an action so you can set the value of the field entry to blank. For more information, please refer to the RDM Usage Guide in the RFA package.

The clear cache is a flag of the refresh message and status message. It indicates that the stream’s stored payload information should be cleared. You can refer to the RFA Developers Guide and Reference Guide for more information.

All comments

Jirapongse

@mktdata

Thanks for reaching out to us.

RFA 8.1 C++ supports both the Market Price and Market By Price domain models.

mktdata

@Jirapongse , I went through that document but do not find any relevant part that describes field list being blank to remove level. Can you provide page no?

Jirapongse

@mktdata

You can't remove a field entry from a field list. You can set it to a blank value or republish a new set of field entries via the refresh message with the clear cache flag.

However, typically in the Market Price domain, we use the refresh message with the clear cache flag to synchronize the data.

In the Market Price domain, the FieldList in the refresh message contains all available fields of a published item.

mktdata

@Jirapongse @wasin.w I still do not understand how to check for blank field entry ? Can you paste some sample code that checks for blank field entry ?

wasin.w

Hello @mktdata

There is the rfa::common::Data::isBlank() that should help the application detects a blank field as follows:

The example is available on the <RFA C++ package>/Examples/Common/Decoder.cpp (

void Decoder::decodeData(const Data& data) function).

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